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Markets Covered NYSE Arca. NYSE Real-Time Pricing Guide. XDP Options Client Specification v1.

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NYSE Arca Options Complex

NYSE Arca Options Complex Order Book. NYSE Arca Options is a real-time data feed that disseminates the complex order book information to subscribers for NYSE Arca Options exchange.

Arca Options - Complex The Complex feed contains Complex Leg Definitions as well as the Top of Book feed for the Complex Series. All Complex feed data including leg definitions , quotes and system events is sent through a multicast channel.

Customers can request missed packets using the retrans server. The list of leg definitions is also available on a separate request.

Complex Leg Definitions - Complex Leg definitions indicate the available legs submitted in a complex order. Each definition will have a complex Top of Book - The single best price-level in the Consolidated Book.

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This has a price-level index of 1. Quotes are referenced by the Complex ID the unique number for each complex leg definition Data Delivery NYSE BBO feed is available directly from the NYSE: NYSE Arca Options Specifications Sample Data XDP Options Client Specification.

XDP Options Client Specification.